Pathwise Estimation and Inference for Diffusion Market Models

Language: English

Published by CRC Press, 2019

1138591645 / 9781138591646

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Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Pathwise estimation and inference for diffusion market models discusses contemporary techniques for inferring, from options and bond prices, the market participants aggregate view on important financial parameters such as implied volatility, discount ra.

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Title
Pathwise Estimation and Inference for Diffusion Market Models
Author
Nikolai Dokuchaev|Lin Yee Hin
Publisher
CRC Press
Publication year
2019
Condition
New
Binding
Hardcover
Language
English
ISBN 10
1138591645
ISBN 13
9781138591646

moluna

Greven, Germany

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